Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: I am new in the list, (doubts on Xtabond)


From   "Lopez Noria, Gabriela" <glopeze@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: I am new in the list, (doubts on Xtabond)
Date   Sun, 15 Aug 2004 11:22:11 +0100

Clive Nicholas:

Thank you very much for your answer, I already read the paper you sent
me and it was really helpful.

Thanks again.
Gabriela

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Clive
Nicholas
Sent: 11 August 2004 19:55
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: I am new in the list, (doubts on Xtabond)


Gabriela Lopez wrote:

> My name is Gabriela Lopez.   I want to calculate total factor
> productivity but in the papers I have read the authors first use the
> General Method of Moments.   They run an xtabond model and take the
> coefficient of the lagged dependent variable and the capital per 
> worker to calculate total factor productivity as a residual.  Can 
> anyone tell me how to do it exactly or recommend a paper or papers I 
> can read to understand it.

Welcome to the list. Try -whelp xtabond- for pointers. Also, try this
link to a paper on Arellano-Bond GMM originally supplied to the list by
Padraig Dixon on July 13:

http://cemmap.ifs.org.uk/docs/cwp0902.pdf

> I have run several xtabond regressions to obtain the coefficients
> mentioned above.   Then I calculate the total factor productivity (but
I
> am not sure  I am doing it correctly) to run OLS regressions using
> variables of trade liberalization but I can't get good results.   What
> is my problem?

Can't advise you on that for two reasons: (1) you don't provide any
output; and (2) I'm certainly not a labour economist!

> The Sargan test and the statistics of first and second order 
> correlations are described in the xtabond regression in Stata, which 
> other test do I have to consider?

Aren't they enough? :)

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index